Gives the conditional distance correlation and performs its based sure independence screening method, i.e., CDCSIS of Wen et al.(2014).
Package: | CDCSIS |
Type: | Package |
Version: | 1.0 |
Date: | 2014-09-01 |
License: | GPL(>=2) |
The package cdcsis
is used for calculate the conditional distance correlation and performs
the related sure independent screening method. Details of the method can be found in Wen et.al. (2014).
Canhong Wen, Wenliang Pan, Mian Huang, and Xueqin Wang
Maintainer: Canhong Wen <wencanhong@gmail.com>
Canhong Wen, Wenliang Pan, Mian Huang and Xueqin Wang(2014). Conditional distance correlation sure independence screening for ultrahigh dimensional data. Submitted to Biostatistics.
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